CME Canadian Dollar Future September 2013

Trading Metrics calculated at close of trading on 01-Aug-2013

Day Change Summary
	Previous	Current
	31-Jul-2013	01-Aug-2013	Change	Change %	Previous Week
Open	0.9693	0.9718	0.0025	0.3%	0.9630
High	0.9749	0.9745	-0.0004	0.0%	0.9739
Low	0.9664	0.9650	-0.0014	-0.1%	0.9630
Close	0.9745	0.9655	-0.0090	-0.9%	0.9713
Range	0.0085	0.0095	0.0010	11.8%	0.0109
ATR	0.0065	0.0067	0.0002	3.3%	0.0000
Volume	96,363	69,228	-27,135	-28.2%	300,166

Daily Pivots for day following 01-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	0.9968	0.9907	0.9707
R3	0.9873	0.9812	0.9681
R2	0.9778	0.9778	0.9672
R1	0.9717	0.9717	0.9664	0.9700
PP	0.9683	0.9683	0.9683	0.9675
S1	0.9622	0.9622	0.9646	0.9605
S2	0.9588	0.9588	0.9638
S3	0.9493	0.9527	0.9629
S4	0.9398	0.9432	0.9603

Weekly Pivots for week ending 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0021	0.9976	0.9773
R3	0.9912	0.9867	0.9743
R2	0.9803	0.9803	0.9733
R1	0.9758	0.9758	0.9723	0.9781
PP	0.9694	0.9694	0.9694	0.9705
S1	0.9649	0.9649	0.9703	0.9672
S2	0.9585	0.9585	0.9693
S3	0.9476	0.9540	0.9683
S4	0.9367	0.9431	0.9653

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9749	0.9650	0.0099	1.0%	0.0060	0.6%	5%	False	True	64,402
10	0.9749	0.9607	0.0142	1.5%	0.0057	0.6%	34%	False	False	61,828
20	0.9749	0.9409	0.0340	3.5%	0.0067	0.7%	72%	False	False	66,051
40	0.9846	0.9409	0.0437	4.5%	0.0073	0.8%	56%	False	False	64,049
60	0.9955	0.9409	0.0546	5.7%	0.0074	0.8%	45%	False	False	43,171
80	0.9955	0.9409	0.0546	5.7%	0.0067	0.7%	45%	False	False	32,422
100	0.9955	0.9409	0.0546	5.7%	0.0061	0.6%	45%	False	False	25,963
120	0.9955	0.9409	0.0546	5.7%	0.0057	0.6%	45%	False	False	21,657

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.0149
2.618	0.9994
1.618	0.9899
1.000	0.9840
0.618	0.9804
HIGH	0.9745
0.618	0.9709
0.500	0.9698
0.382	0.9686
LOW	0.9650
0.618	0.9591
1.000	0.9555
1.618	0.9496
2.618	0.9401
4.250	0.9246

Fisher Pivots for day following 01-Aug-2013
Pivot	1 day	3 day
R1	0.9698	0.9700
PP	0.9683	0.9685
S1	0.9669	0.9670

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These figures are updated between 7pm and 10pm EST after a trading day.

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